FundApps: Properties required for Position Limits via Adapptr

Properties required for Adapptr: PL

FundApps Adapptr PL Service is built to ease implementation of our Position Limits service. You can implement this in one of two ways:

Supply all the fields below, to create a FundApps file for PL

Supply data and attempt to lookup data from a configured data provider (Refinitiv or Bloomberg), using the DataProviderId column

Please note

Not all fields may be available at your chosen data provider.

Client supplied values will supersede what a data provider sends (unless otherwise specified)

Where instruments with an underlying commodity are supplied, a single dummy commodity component will be created for you

If you wish to create a combined file for SD and PL, you will need to combine the field list here with the Adapptr SD properties list

Asset class support

Asset Type	Refinitiv	Bloomberg
Futures	✔	✔
Options	✔	✔
Commodity Futures & Options	✔	✔
Interest Rate Futures & Options	-	✔^¹

Asset Type

Refinitiv

Bloomberg

Futures

✔

Options

✔

Commodity Futures & Options

✔

Interest Rate Futures & Options

✔^¹

Properties

Listed below are the properties you can send to Adapptr in the CSV file, note any properties you provide will override what data providers may send.

Property Name	Description	Data type	Valid values & notes
AssetId	Unique identifier for the asset	String(255)	e.g. Use ISIN + LocalTicker or ISIN + ExecutionVenue if possible (these are also provided by the exchange-level FIGI or quote-level PermID). Must be unique for every asset in the portfolio (but may be duplicated across portfolios) or else validation will fail
AssetName	Name of the asset	String(255)	Used throughout Rapptr as the primary display name for the asset, so ensure this name is meaningful
AssetClass	The asset class of the asset	String(255)	Used to construct the correct asset class and identify the correct limit to apply to the contract.
ULAssetClass	The asset class of the underling instrument	String(255)	If populated with one of the following values: Bond, Adapptr will generate a dummy bond component with IsGovernmentBacked="true" on the instrument. Commodity, Adapptr will generate a dummy commodity component for the instrument. InterestRate, Adapptr will generate a dummy interest rate component for the instrument. This can be used for OTC instruments or by those looked up from a data provider. Valid values: Bond, Commodity and InterestRate
ULIssuerName	Issuer name to be used on the dummy underlying instrument	String(255)	The value will be used to populate IssuerName for the dummy bond component by the ULAssetClass. Only applies if it is a bond.
Quantity	Number of contracts held	Decimal	Short sale positions - Insert a negative quantity for positions resulting from short sale transactions.
PortfolioId	Unique identifier for the portfolio / entity	String(255)	This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created.
DataProviderId	Optional - Lookup code for your chosen Market Data provider	String(255)	Used to query data from your data vendor. Provide either Bloomberg or RIC codes (for Bloomberg and Refinitiv respectively). If using a Bloomberg code you can optionally specify a yellowkey for lookups e.g. "S X3 Comdty". Note this property is not required for any Position Limits rules. It is purely for data collection.
ComponentDataProviderId	Optional - Component lookup code for your chosen Market Data provider. An alternative to ComponentISIN	String(255)	Similar to DataProviderId, used to query data from your data vendor for the component. Provide either Bloomberg or RIC codes (for Bloomberg and Refinitiv respectively). If using a Bloomberg code you can optionally specify a yellowkey for lookups e.g. "S X3 Comdty". Note this property is not required for any Position Limits rules. It is purely for data collection.
Market	Market identification code (MIC) for the primary market that this instrument is traded on.	String(255)	ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where the specific market segment is different to the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only. For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).
CallOrPut	If an option is call or put.	String(255)	Only needed for Options. Valid values: Call, Put.
CommoditySymbol	Exchange-specific commodity symbol (e.g. CL for NYMEX Crude Oil). This must be the FIA Tech Commodity Symbol.	String(255)	This field is mandatory for instruments not looked up from Data Providers. If using a `DataProviderId/ComponentDataProviderId` to resolve an instrument we will attempt to derive this from the data returned. If you supply a value this will override our logic. For in-scope Equity Swap instruments, you may provide a dummy CommoditySymbol (ex. CommoditySymbol = 'XX') and any DeliveryMonth to exclude such positions in your results or to pass validation as no such limits exist.
ContractSize	Contract size of a derivative. If relevant, this should be in instrument currency	Decimal	e.g. 1000 would mean every option represents 1000 of the underlying.
DeliveryMonth	Delivery month of exchange-traded derivatives. If a contract month has delivery over two different months, FundApps recommend using the first delivery month unless the regulation states otherwise.	String(255)	ISO 8601 YYYY-MM format
Delta	The Delta measures the degree to which the derivative is exposed to shifts in the price of the underlying asset (price sensitivity with relation to the underlying). Under the European Transparency Directive (TDA) cash settled instruments should be Delta weighted. All cash settled instruments (where IsCashSettled=True) must have a Delta value. Under the Short-Selling Regulation (SSR) all derivatives (including convertibles) should be delta weighted regardless of settlement and therefore a delta must be provided.	Decimal	Valid Values: 0 to 1
IsCashSettled	If the derivative is cash settled (as opposed to requiring physical delivery)	Boolean	Most countries capture physically settled derivatives, many (but less) are interested in cash settled derivatives.
OpenInterestAllMonths	Optional - Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day across all contract months. The property should represent the all month open interest value for a futures contract if defined on a future, or for all options (call and put) combined if defined on an option.	Decimal	If there is no external provider (Bloomberg or Refinitiv) it will use the value informed for the instrument. Otherwise the value from the external provider will overwrite the value informed by the client.
OpenInterestSingleMonth	Optional - Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day for the single contract month.	Decimal	If there is no external provider (Bloomberg or Refinitiv) it will use the value informed for the instrument. Otherwise the value from the external provider will overwrite the value informed by the client.

Property Name

Description

Data type

Valid values & notes

AssetId

Unique identifier for the asset

String(255)

e.g. Use ISIN + LocalTicker or ISIN + ExecutionVenue if possible (these are also provided by the exchange-level FIGI or quote-level PermID).
Must be unique for every asset in the portfolio (but may be duplicated across portfolios) or else validation will fail

AssetName

Name of the asset

String(255)

Used throughout Rapptr as the primary display name for the asset, so ensure this name is meaningful

AssetClass

The asset class of the asset

String(255)

Used to construct the correct asset class and identify the correct limit to apply to the contract.

ULAssetClass

The asset class of the underling instrument

String(255)

If populated with one of the following values:

Bond, Adapptr will generate a dummy bond component with IsGovernmentBacked="true" on the instrument.
Commodity, Adapptr will generate a dummy commodity component for the instrument.
InterestRate, Adapptr will generate a dummy interest rate component for the instrument.

This can be used for OTC instruments or by those looked up from a data provider.
Valid values: Bond, Commodity and InterestRate

ULIssuerName

Issuer name to be used on the dummy underlying instrument

String(255)

The value will be used to populate IssuerName for the dummy bond component by the ULAssetClass. Only applies if it is a bond.

Quantity

Number of contracts held

Decimal

Short sale positions - Insert a negative quantity for positions resulting from short sale transactions.

PortfolioId

Unique identifier for the portfolio / entity

String(255)

This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created.

DataProviderId

Optional - Lookup code for your chosen Market Data provider

String(255)

Used to query data from your data vendor. Provide either Bloomberg or RIC codes (for Bloomberg and Refinitiv respectively). If using a Bloomberg code you can optionally specify a yellowkey for lookups e.g. "S X3 Comdty".
Note this property is not required for any Position Limits rules. It is purely for data collection.

ComponentDataProviderId

Optional - Component lookup code for your chosen Market Data provider. An alternative to ComponentISIN

String(255)

Similar to DataProviderId, used to query data from your data vendor for the component. Provide either Bloomberg or RIC codes (for Bloomberg and Refinitiv respectively). If using a Bloomberg code you can optionally specify a yellowkey for lookups e.g. "S X3 Comdty".
Note this property is not required for any Position Limits rules. It is purely for data collection.

Market

Market identification code (MIC) for the primary market that this instrument is traded on.

String(255)

ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where the specific market segment is different to the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only.
For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX
For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).

CallOrPut

If an option is call or put.

String(255)

Only needed for Options.
Valid values: Call, Put.

CommoditySymbol

Exchange-specific commodity symbol (e.g. CL for NYMEX Crude Oil). This must be the FIA Tech Commodity Symbol.

String(255)

This field is mandatory for instruments not looked up from Data Providers. If using a DataProviderId/ComponentDataProviderId to resolve an instrument we will attempt to derive this from the data returned. If you supply a value this will override our logic. For in-scope Equity Swap instruments, you may provide a dummy CommoditySymbol (ex. CommoditySymbol = 'XX') and any DeliveryMonth to exclude such positions in your results or to pass validation as no such limits exist.

ContractSize

Contract size of a derivative. If relevant, this should be in instrument currency

Decimal

e.g. 1000 would mean every option represents 1000 of the underlying.

DeliveryMonth

Delivery month of exchange-traded derivatives. If a contract month has delivery over two different months, FundApps recommend using the first delivery month unless the regulation states otherwise.

String(255)

ISO 8601 YYYY-MM format

Delta

The Delta measures the degree to which the derivative is exposed to shifts in the price of the underlying asset (price sensitivity with relation to the underlying). Under the European Transparency Directive (TDA) cash settled instruments should be Delta weighted. All cash settled instruments (where IsCashSettled=True) must have a Delta value. Under the Short-Selling Regulation (SSR) all derivatives (including convertibles) should be delta weighted regardless of settlement and therefore a delta must be provided.

Decimal

Valid Values: 0 to 1

IsCashSettled

If the derivative is cash settled (as opposed to requiring physical delivery)

Boolean

Most countries capture physically settled derivatives, many (but less) are interested in cash settled derivatives.

OpenInterestAllMonths

Optional - Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day across all contract months. The property should represent the all month open interest value for a futures contract if defined on a future, or for all options (call and put) combined if defined on an option.

Decimal

If there is no external provider (Bloomberg or Refinitiv) it will use the value informed for the instrument. Otherwise the value from the external provider will overwrite the value informed by the client.

OpenInterestSingleMonth

Optional - Total number of open or outstanding (not closed/settled or delivered) contracts that exist on a given trading day for the single contract month.

Decimal

Portfolio & Entity Properties

A portfolio is the smallest unit that can hold assets (aka an account, fund etc.), an entity is a grouping of portfolios. The properties are generally set-up once and then only updated when changes occur. Portfolio properties can be entered directly into the Rapptr UI and do not need to be provided in an input file.

The following are required for the rules / Rapptr to function correctly

Property Name	Applies To	Description	Data type	Valid values & notes	Rules	Jurisdictions
PortfolioId	Both	Unique identifier for the portfolio / entity	String(255)	This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created.	All	All
PortfolioName	Portfolio	Name of the portfolio / entity	String(255)		64	47
PortfolioCurrency	Both	Base currency of the portfolio / currency entity should use for calculations	String(255)	Valid values: ISO 4217 currency codes.	5	3
PortfolioType	Both	Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.); Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.) Umbrella: If a portfolio's direct parent is an umbrella and a portfolio level disclosure is required, Rapptr will trigger the disclosure on the parent umbrella, aggregating all portfolios underneath that specific umbrella	String(255)	Valid values: Entity, Portfolio, Umbrella. Click here for more information on umbrellas	All	All
PortfolioCompany	Both	If a Chinese wall, or similar, exists, you will be able to limit the visibility to specific areas of the business.	String(255)	More information is available here	All	All
DefaultParentId	Both	Identifier (PortfolioId) of the Entity that a portfolio or (sub)Entity aggregates to	String(255)	Must match a PortfolioId of an Entity in the file. This is used to define the aggregation structure. In this case, an aggregation structure named 'Default' is used. For Entities which are at the top of the tree, the DefaultParentId will be its own PortfolioId. For clients with multiple aggregation structures, additional columns named 'XParentId' can be added, where X is the name of the tree (e.g. Voting, Legal, Management). More information here	All	All
RuleFolders	Portfolio	Defines which rules run on the system.	List	Valid values all folders active in your system see bottom left panel in the rules page	All	All
LiquidationDate	Both	When the portfolio / entity was / will be liquidated	Date		All	All
ExchangeAccountType	Portfolio	Values that indicate classifications for a portfolio/entity that have effect on the application of certain definitions within Position Limit monitoring.	List		All	All